extract Gurobi variable value to type float in python

[Zheng GONG]

in the simple example below, self_defined_function is complicated and can't be expressed with common operator such as +, -.

both arguments, x, y of self_defined_function are float.

my question is how to extract Gurobi variable value of x, y to float so that I can feed both to self_defined_function? 

def func(x, y):

    r = self_defined_function(x,y)

    return r

m = Model("model")

x = m.addVar(vtype=GRB.CONTINUOUS, name="x", lb = 0.1, ub = 1.0)

y = m.addVar(vtype=GRB.CONTINUOUS, name="x", lb = 0.1, ub = 1.0)

r = func(x, y)

    

m.setObjective(r, GRB.MINIMIZE)

        

m.optimize()

Thanks.

[Sonja Mars]

Hi,

What you are trying to do is not possible. x and y are Gurobi variable objects (http://www.gurobi.com/documentation/7.0/refman/py_var.html). Additionally, before calling optimize they don't have a value.

What is self_defined_function supposed to do with the variables?

Best regards,
Sonja


----
Dr. Sonja Mars
Gurobi Optimization - Technical Support

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[Zheng GONG]

Hi Sonja,

Actually the self_defined_function is our product. We are interested in integrating Gurobi into our product.

For our product, we want to use Gurobi as an optimizer.

For Gurobi, our product is the objective function, or external cost function, but is a black box to Gurobi.

Please advise how we can do it, how an external cost function can be called by Gurobi.

Thanks,

Zheng